Development and Comparison of Numerical Fluxes for LWDG Methods

The discontinuous Galerkin （DO） or local discontinuous Galerkin （LDG） method is a spatial discretization procedure for convection-diffusion equations, which employs useful features from high resolution finite volume schemes, such as the exact or approximate Riemann solvers serving as numerical fluxes and limiters. The Lax- Wendroff time discretization procedure is an altemative method for time discretization to the popular total variation diminishing （TVD） Runge-Kutta time discretizations. In this paper, we develop fluxes for the method of DG with Lax-Wendroff time discretization procedure （LWDG） based on different numerical fluxes for finite volume or finite difference schemes, including the first-order monotone fluxes such as the Lax-Friedfichs flux, Godunov flux, the Engquist-Osher flux etc. and the second-order TVD fluxes. We systematically investigate the performance of the LWDG methods based on these different numerical fluxes for convection terms with the objective of obtaining better performance by choosing suitable numerical fluxes. The detailed numerical study is mainly performed for the one-dimensional system case, addressing the issues of CPU cost, accuracy, non-oscillatory property, and resolution of discontinuities. Numerical tests are also performed for two dimensional systems.     

TVD-based Finite Volume Methods for Sound-Advection-Buyancy Systems

Split-explicit Runge-Kutta methods provide an efficient integration procedure for hyperbolic systems with coupled slow and fast wave phenomena. They are generalized to multirate infinitesimal step methods (MIS) in order to develop an order to provide order conditions and to establish stability properties. The construction of MIS methods is based on an underlying Runge-Kutta method. This method is choosen to be total variation diminishing (TVD) to improve the stability properties of the method. Here, the maximum Courant number is improved by a factor of 4. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

WENO schemes with Lax–Wendroff type time discretizations for Hamilton–Jacobi equations

In this paper, a class of weighted essentially non-oscillatory (WENO) schemes with a Lax–Wendroff time discretization procedure, termed WENO-LW schemes, for solving Hamilton–Jacobi equations is presented. This is an alternative method for time discretization to the popular total variation diminishing (TVD) Runge–Kutta time discretizations. We explore the possibility in avoiding the nonlinear weights for part of the procedure, hence reducing the cost but still maintaining non-oscillatory properties for problems with strong discontinuous derivative. As a result, comparing with the original WENO with Runge–Kutta time discretizations schemes (WENO-RK) of Jiang and Peng [G. Jiang, D. Peng, Weighted ENO schemes for Hamilton–Jacobi equations, SIAM J. Sci. Comput. 21 (2000) 2126–2143] for Hamilton–Jacobi equations, the major advantages of WENO-LW schemes are more cost effective for certain problems and their compactness in the reconstruction. Extensive numerical experiments are performed to illustrate the capability of the method.     

The third-order relaxation schemes for hyperbolic conservation laws

A class of semi-discrete third-order relaxation schemes are presented for relaxation systems which approximate systems of hyperbolic conservation laws. These schemes for the scalar conservation law are shown to satisfy the property of total variation diminishing (TVD) in the zero relaxation limit. A third-order TVD Runge–Kutta splitting method is developed for the temporal discretization of the semi-discrete schemes. Numerical results are given illustrating these schemes on one-dimensional nonlinear problems.     

A comparison of time adaptive integration methods for small and large strain viscoelasticity

In quasistatic solid mechanics the initial boundary value problem has to be solved in the space and time domain. The spatial discretization is done using finite elements. For the temporal discretization three different classes of Runge-Kutta methods are compared. These methods are diagonally implicit Runge-Kutta schemes (DIRK), linear implicit Runge-Kutta methods (Rosenbrock type methods) and half-explicit Runge-Kutta schemes (HERK). It will be shown that the application of half-explicit or linear-implicit Runge-Kutta methods can enormously reduce the computational time in particular situations. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Second-order schemes for conservation laws with discontinuous flux modelling clarifier–thickener units

Continuously operated clarifier–thickener (CT) units can be modeled by a non-linear, scalar conservation law with a flux that involves two parameters that depend discontinuously on the space variable. This paper presents two numerical schemes for the solution of this equation that have formal second-order accuracy in both the time and space variable. One of the schemes is based on standard total variation diminishing (TVD) methods, and is addressed as a simple TVD (STVD) scheme, while the other scheme, the so-called flux-TVD (FTVD) scheme, is based on the property that due to the presence of the discontinuous parameters, the flux of the solution (rather than the solution itself) has the TVD property. The FTVD property is enforced by a new nonlocal limiter algorithm. We prove that the FTVD scheme converges to a BV _t solution of the conservation law with discontinuous flux. Numerical examples for both resulting schemes are presented. They produce comparable numerical errors, while the FTVD scheme is supported by convergence analysis. The accuracy of both schemes is superior to that of the monotone first-order scheme based on the adaptation of the Engquist–Osher scheme to the discontinuous flux setting of the CT model (Bürger, Karlsen and Towers in SIAM J Appl Math 65:882–940, 2005). In the CT application there is interest in modelling sediment compressibility by an additional strongly degenerate diffusion term. Second-order schemes for this extended equation are obtained by combining either the STVD or the FTVD scheme with a Crank–Nicolson discretization of the degenerate diffusion term in a Strang-type operator splitting procedure. Numerical examples illustrate the resulting schemes.     

The relaxation schemes for systems of conservation laws in arbitrary space dimensions

We present a class of numerical schemes (called the relaxation schemes) for systems of conservation laws in several space dimensions. The idea is to use a local relaxation approximation. We construct a linear hyperbolic system with a stiff lower order term that approximates the original system with a small dissipative correction. The new system can be solved by underresolved stable numerical discretizations without using either Riemann solvers spatially or a nonlinear system of algebraic equations solvers temporally. Numerical results for 1-D and 2-D problems are presented. The second-order schemes are shown to be total variation diminishing (TVD) in the zero relaxation limit for scalar equations. ©1995 John Wiley & Sons, Inc.     

Low dissipative entropy stable schemes using third order WENO and TVD reconstructions

A low dissipative framework is given to construct high order entropy stable flux by addition of suitable numerical diffusion operator into entropy conservative flux. The framework is robust in the sense that it allows the use of high order reconstructions which satisfy the sign property only across the discontinuities. The third order weighted essentially non-oscillatory (WENO) interpolations and high order total variation diminishing (TVD) reconstructions are shown to satisfy the sign property across discontinuities. Third order accurate entropy stable schemes are constructed by using third order WENO and high order TVD reconstructions procedures in the diffusion operator. These schemes are efficient and less diffusive since the diffusion is actuated only in the sign stability region of the used reconstruction which includes discontinuities. Numerical results with constructed schemes for various test problems are given which show the third order accuracy and less dissipative nature of the schemes.     

高精度隐式参差光滑格式的构造

参照Lax-Wendroff格式的构造方法,就双曲型方程、抛物型方程和双曲-抛物型方程,构造了一种新的IRS(implicit residual smoothing)格式。该IRS格式有二阶或三阶时间精度且大大地拓宽了解的稳定区域和CFL数。这种新的IRS格式有中心加权型和迎风偏向型两种,并用von-Neumann分析方法分析了格式的稳定范围。讨论了在透平机械中广泛应用的Dawes方法的局限性,发现该方法对稳态问题得出的解与时间步长的选取有关,对粘性问题求解时,时间步长受严格限制。最后,结合TVD(total variation diminishing)格式和四阶Runge-Kutta技术,用IRS格式和Dawes方法对二维反射激波场进行了数值模拟,数值结果支持本文的分析结论。     

Second-order time-integration in inelastic dynamical systems

In structural dynamics the initial boundary value problem has to be solved in the space and time domain. The spatial discretization is done using finite elements. For the temporal discretization two classes of Runge-Kutta methods and the generalized-α method are compared. The representatives for the Runge-Kutta methods are diagonally implicit Runge-Kutta schemes (DIRK) and diagonally implicit Runge-Kutta-Nyström schemes (DIRKN). (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

浅水方程组的数值方法

构造了浅水方程组的二阶精度的TVD格式。格式由简单的TVD Runge-Kutta型时间离散和有坡度限制的空间对称离散格式组成。数值耗散项用局部棱柱化河道流的特征变量构造。格式的主要优点是能够计算天然河道中浅水方程组的弱解并且构造简单。格式能够求出天然河道或非平底部渠道中的精确静水解。给出了渠道溃坝问题数值解与解析解的比较,验证格式精度高。实际天然河道型梯级水库溃坝的数值实验表明格式稳定,适应性强。     

An efficient TVD‐WENO method for conservation laws

In this article, we present a high‐resolution hybrid scheme for solving hyperbolic conservation laws in one and two dimensions. In this scheme, we use a cheap fourth order total variation diminishing (TVD) scheme for smooth region and expensive seventh order weighted nonoscillatory (WENO) scheme near discontinuities. To distinguish between the smooth parts and discontinuities, we use an efficient adaptive multiresolution technique. For time integration, we use the third order TVD Runge‐Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.© 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

High-Order Time Integration in the p-Version of Finite Elements

In isothermal solid mechanics, the space and time domain need to be discretized. This paper presents an approach using high-order finite elements based on Legendre polynomials for the spatial discretization and time-adaptive diagonal-implicit Runge-Kutta methods for the temporal discretization. The superiority of this approach over a traditional one using linear shape functions for the space domain and a Backward-Euler scheme for the time domain is demonstrated. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Linearly implicit time discretization for free surface problems

Deeper investigation of time discretization for free surface problems is a widely neglected problem. Many existing approaches use an explicit decoupling which is only conditionally stable. Only few unconditionally stable methods are known, and known methods may suffer from too strong numerical dissipativity. They are also usually of first rder only [1, 9]. We are therefore looking for unconditionally stable, minimally dissipative methods of higher order. Linearly implicit Runge-Kutta (LIRK) methods are a class of one-step methods that require the solution of linear systems in each time step of a nonlinear system. They are well suited for discretized PDEs, e.g. parabolic problems [7]. They have been used successfully to solve the incompressible Navier-Stokes equations [5]. We suggest an adaption of these methods for free surface problems and compare different approximations to the Jacobian matrix needed for such methods. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

An oscillation-free high order TVD/CBC-based upwind scheme for convection discretization

An oscillation-free high order scheme is presented for convection discretization by using the normalized-variable formulation in the finite volume framework. It adopts the cubic upwind interpolation scheme as the basic scheme so as to obtain high order accuracy in smooth solution domain. In order to avoid unphysical oscillations of numerical solutions, the present scheme is designed on the TVD (total variational diminishing) constraint and CBC (convection boundedness criterion) condition. Numerical results of several linear and nonlinear convection equations with smooth or discontinuous initial distributions demonstrate the present scheme possesses second-order accuracy, good robustness and high resolution.     

High order accurate semi-implicit WENO schemes for hyperbolic balance laws

In this paper we propose a family of well-balanced semi-implicit numerical schemes for hyperbolic conservation and balance laws. The basic idea of the proposed schemes lies in the combination of the finite volume WENO discretization with Roe’s solver and the strong stability preserving (SSP) time integration methods, which ensure the stability properties of the considered schemes [S. Gottlieb, C.-W. Shu, E. Tadmor, Strong stability-preserving high-order time discretization methods, SIAM Rev. 43 (2001) 89-112]. While standard WENO schemes typically use explicit time integration methods, in this paper we are combining WENO spatial discretization with optimal SSP singly diagonally implicit (SDIRK) methods developed in [L. Ferracina, M.N. Spijker, Strong stability of singly diagonally implicit Runge-Kutta methods, Appl. Numer. Math. 58 (2008) 1675-1686]. In this way the implicit WENO numerical schemes are obtained. In order to reduce the computational effort, the implicit part of the numerical scheme is linearized in time by taking into account the complete WENO reconstruction procedure. With the proposed linearization the new semi-implicit finite volume WENO schemes are designed.A detailed numerical investigation of the proposed numerical schemes is presented in the paper. More precisely, schemes are tested on one-dimensional linear scalar equation and on non-linear conservation law systems. Furthermore, well-balanced semi-implicit WENO schemes for balance laws with geometrical source terms are defined. Such schemes are then applied to the open channel flow equations. We prove that the defined numerical schemes maintain steady state solution of still water. The application of the new schemes to different open channel flow examples is shown.     

High-order adaptive finite element-singly implicit Runge-Kutta methods for parabolic differential equations

We describe an adaptive mesh refinement finite element method-of-lines procedure for solving one-dimensional parabolic partial differential equations. Solutions are calculated using Galerkin's method with a piecewise hierarchical polynomial basis in space and singly implicit Runge-Kutta (SIRK) methods in time. A modified SIRK formulation eliminates a linear systems solution that is required by the traditional SIRK formulation and leads to a new reduced-order interpolation formula. Stability and temporal error estimation techniques allow acceptance of approximate solutions at intermediate stages, yielding increased efficiency when solving partial differential equations. A priori energy estimates of the local discretization error are obtained for a nonlinear scalar problem. A posteriori estimates of local spatial discretization errors, obtained by order variation, are used with the a priori error estimates to control the adaptive mesh refinement strategy. Computational results suggest convergence of the a posteriori error estimate to the exact discretization error and verify the utility of the adaptive technique.This research was partially supported by the U.S. Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR-90-0194; the U.S. Army Research Office under Contract Number DAAL 03-91-G-0215; by the National Science Foundation under Grant Number CDA-8805910; and by a grant from the Committee on Research, Tulane University.     

High-resolution large time-step schemes for inviscid fluid flow

We present a set of sufficient conditions for conservative, consistent and total variation diminishing (TVD) Large Time Step (LTS) schemes. We generalize the modified flux approach of Harten (1986) to achieve second-order accuracy away from discontinuities. In particular, we derive a supplementary condition, providing a full set of sufficient conditions for high-resolution LTS.In this framework, a second-order extension (LTS-Roe2) of the LTS-Roe scheme is proposed and compared to the second order LTS scheme proposed by Harten. Tests show that LTS-Harten consistently gives good results with less oscillations than LTS-Roe2, but has a tendency to smear out discontinuities when the Courant number is increased.     

Numerical resolution for a compressible two-phase flow model based on the theory of thermodynamically compatible systems

This paper is concerned with the numerical solution of the equations governing two-phase gas-solid mixture in the framework of thermodynamically compatible systems theory. The equations constitute a non-homogeneous system of nonlinear hyperbolic conservation laws. A total variation diminishing (TVD) slope limiter centre (SLIC) numerical scheme, based on the splitting approach, is presented and applied for the solution of the initial-boundary value problem for the equations. The model equations and the numerical methods are systematically assessed through a series of numerical test cases. Strong numerical evidence shows that the model and the methods are accurate, robust and conservative. The model correctly describes the formations of shocks and rarefactions in two-phase gas-solid flow.     

多步Runge-Kutta方法的保单调性

一类重要的常微分方程源自用线方法求解非线性双曲型 偏微分方程,这类常微分方程的解具有单调性, 因此要求数值方法能保持原系统的这种性质.本文研究多步Runge-Kutta方法求解常微分方程初值问题的保单调性.分别获得了多步Runge-Kutta方法是条件单调和无条件单调的充分条件.